I am trying to convert a algo that I developed with alpaca, I am trying to get the list of symbols,
I know I could do this in quantopian since pipeline is allowed. In Blueshift pipeline functions are not allowed in live trading.
So is there a way to get a list of currently tradable stocks in blueshift ?
I know alpaca API is not whitelisted. So I can use alpaca even though blueshift connects to alpaca broker.
What are my options to get a an array of symbol and their latest close ?
I do not want to hard code an stock universe.
We will support a limited pipeline feature on live trading in future. In the mean time the best way is to pre-define a list of stocks in the code.
There is an inherent problem in supporting pipline the way you are used to with live trading. Most live data providers (including Alpaca) have limits on max tickers you can connect for at a given point in time (I think this is 30 tickers at present for paper trading as per the documentation). The total number of tickers supported by a broker will really large compared to this limit (in hundreds and thousands) and it is practically impossible to fetch latest price of all tickers without hitting the API rate limits very quickly.